Many melodies contain notes that are not from scale they are composed in. For example, "Stairway Heaven" solo contains an A minor pentatonic scale plus an additional F note. I've read that this is not uncommon. Does it mean it is still A minor pentatonic or not? Can playing notes not in a scale be done for compositions made using pentatonic scale or also heptatonic?

4 Answers
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There's a common practice in Jazz and Blues to choose the scale based not on the piece as a whole, but just the chord that's currently playing. The ballad section is not totally in A-Minor either, but flirts with Dorian-Minor as well (the F♯ in the D-Major chord). The solo section of Stairway has these changes

Am / G / | F / / /

You can play A-Minor (or A Minor Pentatonic) over the first measure because the G harmony functions like a seventh (so the A-Minor over the top feels like a suspension). But during the all-F measure, the solo voice really needs to make sense over F, so adding F (and landing on F) become useful to make the solo follow the changes.

As for playing notes outside the current scale, sure, why not? They're then called "non-scalar" tones. But if used too often (subjective, I think) then a non-scalar tone really becomes part of the scale. This is one of those "I know it when I hear it" things, and it's difficult to describe without reference to specific examples.

There are actually two things here. One: do you need to strictly stick to a key? To a prosriptivist, yes. That's what it means to "be in a key". Some theoreticians may disagree (but there are always factions).

Two: is "Stairway to Heaven" in A minor pentatonic or some variant? No. It is in A minor. However, common performance practices in jazz and blues involve soloing over a 6 note blues scale, similar to a pentatonic. Not having the sheet music in front of me, I cannot say for sure that this was what was performed, but I can make an educated guess (based upon Led Zeppelin's strong blues background) and bet that what I just described (soloing on the 6 note blues scale) is what was performed.

Why does everybody think of A minor pentatonic? Because someone else wrote it or told them? How confusing grasshoppers. Why does it have to fit? And this idea of adding an F note at the right time. For gods sake.
Lets look at what is really in play here.
A minor chord, notes ace
G major chord, notes gbd
F major chord, notes fac

ace + gbd + fac = abcdefg = some scale, I'm not into modes and crap. its the notes of the chords added up together.
If you have learn't the solo note for note, the F note only appears over the F chord, amazing isn't it, playing an F note over and F chord, who would have thought of that?

So, if the F note is only played over the F major chord (and it is) then what notes are played over the A minor chord, well I guess the A minor chord notes ace, and no f, so the other notes of the chords that haven't been accounted for yet. What would they be?
abcdefg take out ace and f = b d g = Ok the notes of the G chord, So that means while the A minor chord is in play the solo goes from A minor notes to the G chord notes. I've checked and it does. So what about the G major chord when it in play? obviously the notes of G major chord, gbd and the left over notes of abcdefg. You've worked it out. Good, its abcdefg - f and - gbd = a c e = A minor chord. So when the G chord is in play, it goes from the notes of G chord to the notes of A minor chord. Where is the place for a pentatonic theory here? Maybe there is and I just can't see it. Of we are up to the F chord, abcdefg - fac = b de g = a G chord + an e note, G6th chord. Guess what? That expells the pentatonic theory. I really hope this helps. Good luck guys.

If you play notes which are outside of the scale and still call it "in the scale", you're really stretching the capabilities of the English preposition "in"! I believe there is room for staying in the scale while incorporating grace notes, glissandos or portamentos.

That F in the Stairway to Heaven solo can be regarded as shifting to another mode. Three major pentatonic modes (and their relative minors) occur in a given key. The solo does not stick to A minor pentatonic but uses modal runs within the A natural minor key (pentatonic and diatonic), plus blues microtonal bends.

It is not a solo in A minor pentatonic with out-of-scale digressions; that is hardy the concept.

The descending G E D C A G F run near the beginning of the solo is a blend of two modes. It starts as A minor pentatonic, but ends like an F major pentatonic. These overlap by four notes, so you don't know where one ends and the other begins; it is ambiguous. The F chord and bass note occur at around the beginning of the A G F phrase, so if a turning point between the two modes can be identified, that A might be the point where it occurs.

It is an effective twist which surprises the ear of the rock and roll listener who is used to hearing auto-pilot pentatonic noodling in one mode over similar progressions.

The F major pentatonic fits the underlying chord which is how modal improvisation works, at least some of the time.